Alfonso Flores-Lagunes, "Finite Sample Evidence of IV Estimators Under
Weak Instruments", Journal of Applied Econometrics, Vol. 22, No. 3, 
2007, pp. 677-694.

The file AppNoPub-1005.pdf contains the additional simulation results
referred to in the paper. This PDF file should be readable using Acrobat
Reader or any other program for reading PDF files.

In addition, this file contains explanations of the three different data
sets used in the paper to illustrate the different IV methodologies.  All
datasets have been analyzed before. 

1. Data on 329,509 men born in the 1930s taken from the US census and
originally analyzed in Angrist and Krueger (1991), "Does Compulsory School
Attendance Affect Schooling and Earnings?", Quarterly Journal of Economics,
106: 979-1014. The same data were also analyzed by Angrist, Imbens and
Krueger (1999), "Jackknife Instrumental Variables Estimation", Journal of
Applied Econometrics, 14: 57-67; and therefore the data are available through
the JAE Data Archive at

http://www.econ.queensu.ca/jae/1999-v14.1/angrist-imbens-krueger/

2. Quarterly Data from 1947.3 to 1998.4 for the US analyzed in Yogo
(2004), "Estimating the Elasticity of Intertemporal Substitution When
Instruments are Weak", Review of Economics and Statistics 86: 797-810.
The data are available at

http://finance.wharton.upenn.edu/~yogo/data/EIS_Data.zip

3. Data on 602 Swedish males used in Blomquist and Dahlberg (1999),
"Small Sample Properties of LIML and Jackknife IV Estimators:
Experiments with Weak Instruments", Journal of Applied Econometrics, 14:
69-88. Information on how to request permission to use these data is
available through the JAE Data Archive at

http://www.econ.queensu.ca/jae/1999-v14.1/blomquist-dahlberg/


Alfonso Flores-Lagunes
Department of Economics
University of Arizona
McClelland Hall 401
Tucson, AZ 85721-0108, USA

alfonso [AT] eller.arizona.edu